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Indexes in the Changing Investment Landscape

Brendan Maton
Indexes in the Changing Investment Landscape
Current, possibly unintended, exposures within institutional portfolios:
How Defensive and Dynamic indexes can help you understand and manage risk
from Russell Indexes, Russell Investments

We invite you to join Russell market experts to hear why the intelligent use of risk-oriented indexes can be beneficial to institutional portfolios. They will offer an overview of risk-weighted indexes and look at how they differ from traditional indexes. They will also offer insight into Defensive and Dynamic Indexes and their ability to enable investors to go beyond traditional style measures to consider quality and volatility, in addition to stock price, to more comprehensively evaluate company risk.

Join Lloyd Raynor, Senior Consultant, Consulting—EMEA, Russell Investments and Rolf Agather, Managing Director of Research and Innovation, Russell Indexes, Russell Investments, to hear their perspectives on volatility management in institutional portfolios:

Lloyd and Rolf will share their insights on:
• What are risk oriented indexes and why are institutions interested?
• What are the current institutional exposures and what should drive institutional allocation targets?
• Developing a new process for analysis of market and manager performance
• How has a risk-based approach behaved in practice? The impact across extreme markets, up/down markets and sector weightings.
Oct 23 2012
63 mins
Indexes in the Changing Investment Landscape
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    A basis for implementing index-based multi-factor strategies - transparently and cost-effectively

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  • Good Beta, Bad Beta: Not all smart beta strategies are smart Recorded: Apr 30 2014 68 mins
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    •Smart beta trends:
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  • New Ways of Looking at Emerging Markets Recorded: Mar 5 2014 58 mins
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    • BRIC was a useful shorthand for the shift in global economic power away from the developed G7 economies towards the developing world

    • But in a world in which it has become apparent that Brazil and Russia are still overly dependent on commodities, Beyond BRIC recognizes that emerging markets face idiosyncratic risks, and investors will be more discriminating… one day.

    • The knee-jerk treatment of all emerging markets as one asset class could provide investors, who are looking for new and tactical ways to gain exposure across the emerging markets, with some good entry points

    • Sign of indiscriminate nature of sell-off is that Mexico has suffered the greatest proportionate ETF outflows so far this year, even though it is one of the few emerging countries that benefits from problems in China, its chief competitor for manufacturing jobs

    • Many of the emerging economies in the SPDR Beyond BRIC UCITS are on a much sounder footing and less vulnerable to any tightening in global financial conditions

    o South Korea (16.2% of index), Taiwan (15%), Mexico (12.9%), Malaysia (9.6%), and Philippines (2.06%), Thailand (5.3%).

    • Smaller emerging economies’ exports could do much better if equity investors' focus shifts from sales to emerging market consumers back to consumers in the West – most emerging economies are still sustained by western export markets rather than local demand
    o Top 10 holdings: Samsung Electronics (3.59%), Taiwan Semiconductor (3.1%), America Movil (2.7%), Naspers (2.2%) and MTN Group (1.9%).
Live interviews, roundtables & presentations
This webcast channel is for pension funds and other institutional investment professionals in Europe, the USA and Asia. It is particularly relevant for pension fund executives, trustees, consultants and investment managers. IPE will be bringing its community live interviews with leading figures in the market, hosting roundtable discussions on specific topics such as asset allocation and also sharing latest thought-leadership from investment experts.

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  • Title: Indexes in the Changing Investment Landscape
  • Live at: Oct 23 2012 1:30 pm
  • Presented by: Brendan Maton
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